+529.3%
TSEM vs PCOR
+43.2%
+486.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.5% | +9.4% | +10.8% |
| 7D | -2.0% | +22.2% | -24.1% | -3.4% |
| 30D | -33.4% | +36.0% | -69.4% | -35.2% |
| 3M | -39.7% | +34.0% | -73.7% | -41.5% |
| 6M | -27.8% | +43.5% | -71.3% | -30.2% |
| YTD | +29.7% | +5.1% | +24.6% | +36.6% |
| 1Y | +81.1% | -3.9% | +85.1% | +98.2% |
| 3Y | +529.3% | +52.9% | +476.4% | +455.4% |
| All | +529.3% | +43.2% | +486.1% | +455.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling